ECBOT 30 Year Treasury Bond Future December 2010
| Trading Metrics calculated at close of trading on 05-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2010 |
05-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
130-26 |
131-15 |
0-21 |
0.5% |
130-31 |
| High |
132-06 |
131-20 |
-0-18 |
-0.4% |
133-00 |
| Low |
130-08 |
129-30 |
-0-10 |
-0.2% |
129-29 |
| Close |
131-22 |
130-22 |
-1-00 |
-0.8% |
130-22 |
| Range |
1-30 |
1-22 |
-0-08 |
-12.9% |
3-03 |
| ATR |
1-15 |
1-16 |
0-01 |
1.4% |
0-00 |
| Volume |
413,105 |
366,753 |
-46,352 |
-11.2% |
1,810,628 |
|
| Daily Pivots for day following 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-26 |
134-30 |
131-20 |
|
| R3 |
134-04 |
133-08 |
131-05 |
|
| R2 |
132-14 |
132-14 |
131-00 |
|
| R1 |
131-18 |
131-18 |
130-27 |
131-05 |
| PP |
130-24 |
130-24 |
130-24 |
130-18 |
| S1 |
129-28 |
129-28 |
130-17 |
129-15 |
| S2 |
129-02 |
129-02 |
130-12 |
|
| S3 |
127-12 |
128-06 |
130-07 |
|
| S4 |
125-22 |
126-16 |
129-24 |
|
|
| Weekly Pivots for week ending 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-15 |
138-22 |
132-12 |
|
| R3 |
137-12 |
135-19 |
131-17 |
|
| R2 |
134-09 |
134-09 |
131-08 |
|
| R1 |
132-16 |
132-16 |
130-31 |
131-27 |
| PP |
131-06 |
131-06 |
131-06 |
130-28 |
| S1 |
129-13 |
129-13 |
130-13 |
128-24 |
| S2 |
128-03 |
128-03 |
130-04 |
|
| S3 |
125-00 |
126-10 |
129-27 |
|
| S4 |
121-29 |
123-07 |
129-00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
133-00 |
129-29 |
3-03 |
2.4% |
1-28 |
1.4% |
25% |
False |
False |
362,125 |
| 10 |
133-00 |
129-18 |
3-14 |
2.6% |
1-17 |
1.2% |
33% |
False |
False |
339,722 |
| 20 |
134-30 |
129-18 |
5-12 |
4.1% |
1-13 |
1.1% |
21% |
False |
False |
320,369 |
| 40 |
135-12 |
129-05 |
6-07 |
4.8% |
1-13 |
1.1% |
25% |
False |
False |
308,277 |
| 60 |
135-19 |
129-05 |
6-14 |
4.9% |
1-16 |
1.2% |
24% |
False |
False |
269,433 |
| 80 |
135-19 |
124-22 |
10-29 |
8.3% |
1-12 |
1.1% |
55% |
False |
False |
202,302 |
| 100 |
135-19 |
121-16 |
14-03 |
10.8% |
1-09 |
1.0% |
65% |
False |
False |
161,874 |
| 120 |
135-19 |
120-04 |
15-15 |
11.8% |
1-04 |
0.9% |
68% |
False |
False |
134,901 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138-26 |
|
2.618 |
136-01 |
|
1.618 |
134-11 |
|
1.000 |
133-10 |
|
0.618 |
132-21 |
|
HIGH |
131-20 |
|
0.618 |
130-31 |
|
0.500 |
130-25 |
|
0.382 |
130-19 |
|
LOW |
129-30 |
|
0.618 |
128-29 |
|
1.000 |
128-08 |
|
1.618 |
127-07 |
|
2.618 |
125-17 |
|
4.250 |
122-24 |
|
|
| Fisher Pivots for day following 05-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
130-25 |
131-14 |
| PP |
130-24 |
131-06 |
| S1 |
130-23 |
130-30 |
|